| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
2,713.25 |
2,694.25 |
-19.00 |
-0.7% |
2,793.50 |
| High |
2,714.00 |
2,709.75 |
-4.25 |
-0.2% |
2,814.00 |
| Low |
2,621.25 |
2,623.25 |
2.00 |
0.1% |
2,621.25 |
| Close |
2,691.00 |
2,636.00 |
-55.00 |
-2.0% |
2,636.00 |
| Range |
92.75 |
86.50 |
-6.25 |
-6.7% |
192.75 |
| ATR |
52.70 |
55.11 |
2.41 |
4.6% |
0.00 |
| Volume |
3,308,356 |
2,596,155 |
-712,201 |
-21.5% |
8,183,140 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,915.75 |
2,862.50 |
2,683.50 |
|
| R3 |
2,829.25 |
2,776.00 |
2,659.75 |
|
| R2 |
2,742.75 |
2,742.75 |
2,651.75 |
|
| R1 |
2,689.50 |
2,689.50 |
2,644.00 |
2,673.00 |
| PP |
2,656.25 |
2,656.25 |
2,656.25 |
2,648.00 |
| S1 |
2,603.00 |
2,603.00 |
2,628.00 |
2,586.50 |
| S2 |
2,569.75 |
2,569.75 |
2,620.25 |
|
| S3 |
2,483.25 |
2,516.50 |
2,612.25 |
|
| S4 |
2,396.75 |
2,430.00 |
2,588.50 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,268.75 |
3,145.00 |
2,742.00 |
|
| R3 |
3,076.00 |
2,952.25 |
2,689.00 |
|
| R2 |
2,883.25 |
2,883.25 |
2,671.25 |
|
| R1 |
2,759.50 |
2,759.50 |
2,653.75 |
2,725.00 |
| PP |
2,690.50 |
2,690.50 |
2,690.50 |
2,673.00 |
| S1 |
2,566.75 |
2,566.75 |
2,618.25 |
2,532.25 |
| S2 |
2,497.75 |
2,497.75 |
2,600.75 |
|
| S3 |
2,305.00 |
2,374.00 |
2,583.00 |
|
| S4 |
2,112.25 |
2,181.25 |
2,530.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,814.00 |
2,621.25 |
192.75 |
7.3% |
67.50 |
2.6% |
8% |
False |
False |
1,636,628 |
| 10 |
2,814.00 |
2,621.25 |
192.75 |
7.3% |
54.50 |
2.1% |
8% |
False |
False |
1,589,171 |
| 20 |
2,814.00 |
2,621.25 |
192.75 |
7.3% |
53.75 |
2.0% |
8% |
False |
False |
1,752,162 |
| 40 |
2,824.25 |
2,603.00 |
221.25 |
8.4% |
54.25 |
2.1% |
15% |
False |
False |
1,969,872 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
13.1% |
46.75 |
1.8% |
10% |
False |
False |
1,889,461 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
13.1% |
40.00 |
1.5% |
10% |
False |
False |
1,432,791 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
13.1% |
36.50 |
1.4% |
10% |
False |
False |
1,146,815 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
13.1% |
35.00 |
1.3% |
10% |
False |
False |
956,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,077.50 |
|
2.618 |
2,936.25 |
|
1.618 |
2,849.75 |
|
1.000 |
2,796.25 |
|
0.618 |
2,763.25 |
|
HIGH |
2,709.75 |
|
0.618 |
2,676.75 |
|
0.500 |
2,666.50 |
|
0.382 |
2,656.25 |
|
LOW |
2,623.25 |
|
0.618 |
2,569.75 |
|
1.000 |
2,536.75 |
|
1.618 |
2,483.25 |
|
2.618 |
2,396.75 |
|
4.250 |
2,255.50 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,666.50 |
2,671.00 |
| PP |
2,656.25 |
2,659.25 |
| S1 |
2,646.25 |
2,647.75 |
|